Abstract: This paper develops and analyzes methods for fusing inertial navigation data with external data, such as data obtained from an altimeter and a star camera. The particular filtering techniques are based upon factorized forms of the Kalman filter, specifically the UDU and Cholesky factorizations. The factorized Kalman filters are utilized to ensure numerical stability of the navigation solution. Simulations are carried out to compare the performance of the different approaches along a lunar des…